-73.9%
PYPL vs KEY
+11.7%
-85.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.9% | -1.3% | +5.2% | +4.5% |
| 30D | +7.8% | +5.1% | +2.7% | +5.6% |
| 3M | -0.7% | -7.1% | +6.4% | +2.3% |
| 6M | +28.8% | -4.4% | +33.1% | +30.9% |
| YTD | +2.4% | +4.0% | -1.6% | -0.3% |
| 1Y | -9.6% | +23.4% | -33.0% | -18.2% |
| 3Y | +9.7% | +113.9% | -104.2% | -22.0% |
| All | -73.9% | +11.7% | -85.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling